Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.70% | 99.50 % | 100.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,181 CHF | 150,231 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.20 % | 99.90 % | 150,000 | 150,000 | 150,000 | 149,981 | 148,776 CHF | 149,807 CHF | 78.49% | 78.49% |
11/07/2024 | 0.70% | 99.47 % | 100.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,963 CHF | 150,013 CHF | 99.93% | 99.93% |
10/07/2024 | 0.71% | 98.82 % | 99.52 % | 150,000 | 150,000 | 150,000 | 149,923 | 148,025 CHF | 148,999 CHF | 94.74% | 94.74% |
09/07/2024 | 0.71% | 98.53 % | 99.23 % | 150,000 | 150,000 | 150,000 | 149,985 | 147,935 CHF | 148,970 CHF | 97.76% | 97.76% |
08/07/2024 | 0.71% | 98.57 % | 99.27 % | 150,000 | 150,000 | 150,000 | 149,795 | 147,971 CHF | 148,817 CHF | 99.68% | 99.76% |
05/07/2024 | 0.71% | 98.77 % | 99.47 % | 150,000 | 150,000 | 150,000 | 149,866 | 148,234 CHF | 149,150 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.61 % | 99.31 % | 150,000 | 150,000 | 150,000 | 149,961 | 148,054 CHF | 149,065 CHF | 98.27% | 98.27% |
03/07/2024 | 0.71% | 98.63 % | 99.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,833 CHF | 148,883 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 98.71 % | 99.41 % | 150,000 | 150,000 | 150,000 | 149,986 | 147,816 CHF | 148,853 CHF | 99.99% | 99.99% |